Hoover, Kevin; Demiralp, Selva - Economics Department, University of California-Davis - 2003
structural form (the SVAR) in which the contemporaneous variables stand in a well-defined causal order. These identifying … this work. Then building on the work of Swanson and Granger (1997), we show how to apply it to searching for the causal … order of an SVAR. We present simulation results to show how the efficacy of the search method algorithm varies with signal …